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Libraries

ZigZagExtremaOnArray - library for MetaTrader 5

real author
Published by:
Tobias Johannes Zimmer
Views:
3233
Rating:
(31)
Published:
2022.04.24 15:43
Updated:
2023.08.10 13:33
\MQL5\Include\ \MQL5\Indicators\
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int OnCalculate(const int rates_total,
                const int prev_calculated,
                const datetime &time[],
                const double &open[],
                const double &high[],
                const double &low[],
                const double &close[],
                const long &tick_volume[],
                const long &volume[],
                const int &spread[]) {

   int to_copy = (rates_total - prev_calculated) * (prev_calculated < rates_total) + (1) * (prev_calculated == rates_total);
   CopyBuffer(RSIHandle, 0, 0, to_copy, ExtRSIBuffer);

//--- ZigZagExtremaOnBuffer.mqh calculation function
   ZZOnBuffer(rates_total, prev_calculated, ExtRSIBuffer, ExtOutputBuffer, InpSearchMode, InpDepth, InpDeviation, InpBackstep);

   return(rates_total);
}


To get only highs or only lows there is an additional input of type EnSearchmode:

//+------------------------------------------------------------------+
//| ZigZag calculation                                               |
//+------------------------------------------------------------------+
int ZZOnBuffer(const int rates,              //On a non indicator array, Arraysize can be used as 'rates_total'
               const int calculated,
               const double &src[],         //source buffer for calculation
               double &dst[],               //destination buffer for calculation buffer
               EnSearchMode mode_search,   //Set output buffer to High only, Low only or both in
               const int &depth,
               const int &deviation,
               const int &backstep          //ZZ input parameters
              ) {      ...
                        ...

Only Highs:

only highs


Only Lows:

only lows


Both highs and lows in one buffer:

both highs and lows in one buffer (ZigZag)

It is not restricted to indicator buffers, you can use it on any array, just set "rates" to the length of the array instead of rates_total.

The absolute minimum number of bars that this function can hadle is 100. So although you can use this calculation function on an array of a few hundred bars, in indicator buffers, rates_total is usually a few thousand.


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